+607.1%
MS vs SGI
+390.8%
+216.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +1.1% |
| 7D | -1.6% | +1.0% | -2.5% | -1.9% |
| 30D | -3.8% | +3.9% | -7.7% | -5.1% |
| 3M | -14.6% | -0.8% | -13.8% | -14.8% |
| 6M | -5.1% | -18.0% | +12.9% | -0.4% |
| YTD | +4.5% | -27.6% | +32.1% | +13.3% |
| 1Y | +13.5% | -27.2% | +40.8% | +22.7% |
| 3Y | +160.4% | +76.0% | +84.4% | +111.9% |
| 5Y | +112.9% | +50.0% | +62.9% | +74.2% |
| All | +607.1% | +390.8% | +216.3% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling